NYMEX Light Sweet Crude Oil Future February 2013
| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
87.72 |
86.84 |
-0.88 |
-1.0% |
93.05 |
| High |
88.53 |
87.82 |
-0.71 |
-0.8% |
94.42 |
| Low |
86.12 |
86.39 |
0.27 |
0.3% |
91.05 |
| Close |
86.84 |
87.15 |
0.31 |
0.4% |
91.45 |
| Range |
2.41 |
1.43 |
-0.98 |
-40.7% |
3.37 |
| ATR |
2.26 |
2.20 |
-0.06 |
-2.6% |
0.00 |
| Volume |
26,648 |
37,975 |
11,327 |
42.5% |
83,603 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.41 |
90.71 |
87.94 |
|
| R3 |
89.98 |
89.28 |
87.54 |
|
| R2 |
88.55 |
88.55 |
87.41 |
|
| R1 |
87.85 |
87.85 |
87.28 |
88.20 |
| PP |
87.12 |
87.12 |
87.12 |
87.30 |
| S1 |
86.42 |
86.42 |
87.02 |
86.77 |
| S2 |
85.69 |
85.69 |
86.89 |
|
| S3 |
84.26 |
84.99 |
86.76 |
|
| S4 |
82.83 |
83.56 |
86.36 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.42 |
100.30 |
93.30 |
|
| R3 |
99.05 |
96.93 |
92.38 |
|
| R2 |
95.68 |
95.68 |
92.07 |
|
| R1 |
93.56 |
93.56 |
91.76 |
92.94 |
| PP |
92.31 |
92.31 |
92.31 |
91.99 |
| S1 |
90.19 |
90.19 |
91.14 |
89.57 |
| S2 |
88.94 |
88.94 |
90.83 |
|
| S3 |
85.57 |
86.82 |
90.52 |
|
| S4 |
82.20 |
83.45 |
89.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.42 |
86.12 |
8.30 |
9.5% |
2.63 |
3.0% |
12% |
False |
False |
25,659 |
| 10 |
94.42 |
86.12 |
8.30 |
9.5% |
2.06 |
2.4% |
12% |
False |
False |
22,545 |
| 20 |
94.87 |
86.12 |
8.75 |
10.0% |
2.21 |
2.5% |
12% |
False |
False |
20,962 |
| 40 |
101.53 |
86.12 |
15.41 |
17.7% |
2.16 |
2.5% |
7% |
False |
False |
18,629 |
| 60 |
101.53 |
86.12 |
15.41 |
17.7% |
1.97 |
2.3% |
7% |
False |
False |
15,541 |
| 80 |
101.53 |
86.12 |
15.41 |
17.7% |
1.91 |
2.2% |
7% |
False |
False |
13,166 |
| 100 |
101.53 |
80.09 |
21.44 |
24.6% |
1.95 |
2.2% |
33% |
False |
False |
11,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.90 |
|
2.618 |
91.56 |
|
1.618 |
90.13 |
|
1.000 |
89.25 |
|
0.618 |
88.70 |
|
HIGH |
87.82 |
|
0.618 |
87.27 |
|
0.500 |
87.11 |
|
0.382 |
86.94 |
|
LOW |
86.39 |
|
0.618 |
85.51 |
|
1.000 |
84.96 |
|
1.618 |
84.08 |
|
2.618 |
82.65 |
|
4.250 |
80.31 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
87.14 |
88.22 |
| PP |
87.12 |
87.86 |
| S1 |
87.11 |
87.51 |
|